Anic Equity¶

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Total return since start: 0.567 %¶

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Equity now: -----------------------------> 47854.47 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46459.51 Kr¶

PnL: ---------------------------------------> -429.06 Kr¶

DD now: ---------------------------------> -1.595 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 12:02:22.377430'

Anic Portfolio¶

Today¶

Return: -0.269 %¶

This Week¶

Return: -0.122 %¶

Total¶

Return: 56.663 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -1.300000 3166.800000 195.800000 6.590000 2971.000006
HEBA B 70 -1.850000 2786.000000 150.000000 5.690000 2636.000010
FM Mattsson Mora Group B 50 1.350000 3000.000000 73.000000 2.490000 2927.000000
Corem Property Group B 59 -0.560000 629.530000 52.530000 9.100000 576.999999
AcadeMedia 12 0.000000 602.400000 45.400000 8.150000 557.000004
SAAB B 8 0.540000 3421.600000 44.600000 1.320000 3377.000000
MedCap 2 0.000000 465.000000 44.000000 10.450000 421.000000
HMS Networks 2 -1.230000 708.400000 35.400000 5.260000 673.000000
Resurs Holding 22 0.580000 607.200000 33.200000 5.780000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -2.320000 387.800000 32.800000 9.240000 355.000000
Boozt 12 -0.280000 1683.600000 29.600000 1.790000 1653.999996
Norva24 Group 16 -0.280000 563.200000 20.200000 3.720000 543.000000
Eastnine 4 -0.160000 508.000000 17.000000 3.460000 491.000000
Intrum 4 -0.840000 541.800000 14.800000 2.810000 527.000000
Swedbank A 3 1.790000 578.700000 14.700000 2.610000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 576.450000 14.450000 2.570000 562.000005
Securitas B 6 0.700000 584.040000 14.040000 2.460000 570.000000
Coor Service Management Hold. 8 -0.440000 544.400000 12.400000 2.330000 532.000000
OEM International B 7 -1.670000 535.500000 7.500000 1.420000 527.999997
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Handelsbanken A 5 0.320000 547.750000 1.750000 0.320000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.870000 246.720000 0.720000 0.290000 246.000000
Nordea Bank Abp 29 0.250000 3452.740000 -1.260000 -0.040000 3453.999992
CTEK 13 -0.900000 531.830000 -2.170000 -0.410000 533.999999
Creaspac SPAC 6 -0.420000 574.200000 -2.800000 -0.490000 577.000002
Midsona B 63 0.000000 569.520000 -13.480000 -2.310000 582.999984
Essity B 2 -1.560000 554.400000 -19.600000 -3.410000 574.000000
International Petroleum Corp. 5 -2.430000 561.000000 -33.570000 -5.650000 594.565215
Essity A 4 -1.770000 1112.000000 -37.000000 -3.220000 1149.000000
Sampo Oyj SDB 7 -0.910000 3808.000000 -42.000000 -1.090000 3850.000000
Vivesto 1368 -1.040000 545.830000 -67.170000 -10.960000 612.999432
Axfood 13 -0.890000 3628.300000 -127.700000 -3.400000 3756.000001
Fasadgruppen Group 35 2.100000 3570.000000 -241.000000 -6.320000 3810.999990
OX2 18 -1.810000 1413.900000 -250.100000 -15.030000 1663.999992
Ovzon 52 0.000000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46459.510000 -429.060000 -1.59453% 46888.564618

Updated:¶

'2023-01-24 12:02:35.111696'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶